CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
26-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 0.9540 0.9540 0.0000 0.0% 0.9475
High 0.9540 0.9540 0.0000 0.0% 0.9556
Low 0.9540 0.9311 -0.0229 -2.4% 0.9311
Close 0.9540 0.9407 -0.0133 -1.4% 0.9407
Range 0.0000 0.0229 0.0229 0.0245
ATR 0.0066 0.0078 0.0012 17.5% 0.0000
Volume 1 0 -1 -100.0% 11
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0106 0.9986 0.9533
R3 0.9877 0.9757 0.9470
R2 0.9648 0.9648 0.9449
R1 0.9528 0.9528 0.9428 0.9474
PP 0.9419 0.9419 0.9419 0.9392
S1 0.9299 0.9299 0.9386 0.9245
S2 0.9190 0.9190 0.9365
S3 0.8961 0.9070 0.9344
S4 0.8732 0.8841 0.9281
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0160 1.0028 0.9542
R3 0.9915 0.9783 0.9474
R2 0.9670 0.9670 0.9452
R1 0.9538 0.9538 0.9429 0.9482
PP 0.9425 0.9425 0.9425 0.9396
S1 0.9293 0.9293 0.9385 0.9237
S2 0.9180 0.9180 0.9362
S3 0.8935 0.9048 0.9340
S4 0.8690 0.8803 0.9272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9556 0.9311 0.0245 2.6% 0.0046 0.5% 39% False True 2
10 0.9556 0.9311 0.0245 2.6% 0.0029 0.3% 39% False True 4
20 0.9556 0.9255 0.0301 3.2% 0.0015 0.2% 50% False False 3
40 0.9710 0.9255 0.0455 4.8% 0.0014 0.2% 33% False False 6
60 0.9710 0.9100 0.0610 6.5% 0.0015 0.2% 50% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1.0513
2.618 1.0140
1.618 0.9911
1.000 0.9769
0.618 0.9682
HIGH 0.9540
0.618 0.9453
0.500 0.9426
0.382 0.9398
LOW 0.9311
0.618 0.9169
1.000 0.9082
1.618 0.8940
2.618 0.8711
4.250 0.8338
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 0.9426 0.9434
PP 0.9419 0.9425
S1 0.9413 0.9416

These figures are updated between 7pm and 10pm EST after a trading day.

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